The most popular sport in Donostia is, of course, footbal. In every coffee bar, shop, restaurant... we saw some picture of Real Sociedad Football Club which is from Donostia. Darko Kovacevic, Serbian, is one of the best player in Real.
At the southern end of town is Anoeta Stadium, home of the soccer team Real Sociedad (Gora Erreala!!!!!!). If you're there during the soccer season, try and see a game. Great tickets won't cost much more than 30 euros. There are a number of other sports related in the same area as the stadium. There are two Frontons (the 'field' to play the popular Basque sport of Pelota - Jai Alai is a version of this sport), the Velodromo (where Bullfights are held), a skate park (skate boarding and roller blading), a soccer field and track, swimming pools, and an ice skating rink.
Equipment: If you skate, bring you skate board or roller blades. If you want to run, swim, or ice skate, bring what ever equipment you need. If you just want to watch, just bring yourself. And always root for the home team.
One of the preferred spots for surfing in San Sebastiàn is the beach called Ondaretta (see my other tip). Here you can also find a school.
Another good spot is located at the mouth of the river.
Just North of La Concha Bay, there is a less sheltered bay. During the summer there was a surf and some surfers doing their surf thing. Even in Malibu we have flat days.